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Options, Futures, and Other Derivatives, Global Edition

Paperback Engels 2021 9781292410654
Nog niet verschenen, verwacht op 30‑04‑2024


Support your students’ growth of essential skills around the derivatives market with the ultimate guide in the field. Options, Futures, and Other Derivatives, Global Edition, is a market-leading text ideal to support both introductory and more advanced teaching with a modern look at the subject, incorporating recent regulations and trends.




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<div class="c-no-headers-number-list_container"> <h4 class="h5">List of Business Snapshots</h4> <h4 class="h5">List of Technical Notes</h4> <h4 class="h5">Preface</h4> <ol> <li>Introduction</li> <li>Futures markets and central counterparties</li> <li>Hedging strategies using futures</li> <li>Interest rates</li> <li>Determination of forward and futures prices</li> <li>Interest rate futures</li> <li>Swaps</li> <li>Securitization and the financial crisis of 2007-8</li> <li>XVAs</li> <li>Mechanics of options markets</li> <li>Properties of stock options</li> <li>Trading strategies involving options</li> <li>Binomial trees</li> <li>Wiener processes and Itô's lemma</li> <li>The Black–Scholes–Merton model</li> <li>Employee stock options</li> <li>Options on stock indices and currencies</li> <li>Futures options and Black's model</li> <li>The Greek letters</li> <li>Volatility smiles and Volatility Surfaces</li> <li>Basic numerical procedures</li> <li>Value at risk and expected shortfall</li> <li>Estimating volatilities and correlations</li> <li>Credit risk</li> <li>Credit derivatives</li> <li>Exotic options</li> <li>More on models and numerical procedures</li> <li>Martingales and measures</li> <li>Interest rate derivatives: The standard market models</li> <li>Convexity, timing, and quanto adjustments</li> <li>Equilibrium models of the short rate</li> <li>No-arbitrage models of the short rate</li> <li>Modeling Forward Rates</li> <li>Swaps Revisited</li> <li>Energy and commodity derivatives</li> <li>Real options</li> <li>Derivatives mishaps and what we can learn from them</li> </ol> <h4 class="h5">Glossary of terms</h4> <h4 class="h5">DerivaGem software</h4> <h4 class="h5">Major exchanges trading futures and options</h4> <h4 class="h5">Tables for Nx</h4> <h4 class="h5">Author Index</h4> <h4 class="h5">Subject Index</h4> </div>

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        Options, Futures, and Other Derivatives, Global Edition